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Publications

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Barndorff-Nielsen, O. & Pedersen, J. (2010). Meta-Times and Extended Subordination. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Barndorff-Nielsen, O. E., Corcuera, J. M. & Podolskij, M. (2013). Limit theorems for functionals of higher order differences of Brownian semi-stationary processes. In A. N. Shiryaev, S. R. S. Varadhan & E. L. Presman (Eds.), Prokhorov and contemporary probability theory: In Honor of Yuri V. Prokhorov (pp. 69-96). Springer. https://doi.org/10.1007/978-3-642-33549-5_4
Barbour, A. D. & Jensen, J. L. (1989). Local and tail approximations near the Poisson limit. Scandinavian Journal of Statistics, 16(1), 75-87. http://www.jstor.org/stable/4616123
Bañuelos, R., Baudoin, F., Chen, L. & Sire, Y. (2021). Multiplier theorems via martingale transforms. Journal of Functional Analysis, 281(9), Article 109188. https://doi.org/10.1016/j.jfa.2021.109188
Bakry, D., Baudoin, F., Bonnefont, M. & Chafaï, D. (2008). On gradient bounds for the heat kernel on the Heisenberg group. Journal of Functional Analysis, 255(8), 1905-1938. https://doi.org/10.1016/j.jfa.2008.09.002
Bak, B. A., Fenger-Grøn, M. & Jensen, J. L. (2012). Classification error of the thresholded independence rule. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 05
Bak, B. A. & Jensen, J. L. (2015). High dimensional classifiers in the imbalanced case. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 04 http://math.au.dk/publs?publid=1041
Bailey, M. H., Meyerson, W. U., Dursi, L. J., Wang, L. B., Dong, G., Liang, W. W., Weerasinghe, A., Li, S., Kelso, S., Akbani, R., Anur, P., Bailey, M. H., Buchanan, A., Chiotti, K., Covington, K., Creason, A., Ding, L., MC3 Working Group, PCAWG novel somatic mutation calling methods working group & PCAWG Consortium (2020). Retrospective evaluation of whole exome and genome mutation calls in 746 cancer samples. Nature Communications, 11(1), Article 4748. https://doi.org/10.1038/s41467-020-18151-y
Baddeley, A. & Jensen, E. B. V. (2005). Stereology for Statisticians. Chapman /.
Auscher, P., Chen, L., Martell, J. M. & Prisuelos-Arribas, C. (2023). The regularity problem for degenerate elliptic operators in weighted spaces. Revista Matematica Iberoamericana, 39(2), 563-610. https://doi.org/10.4171/RMI/1357
Asmussen, S. (2003). Applied Probability and Queues. (2. ed.) Springer.
Asmussen, S., Avram, F. & Pistorius, M. (2004). Russian and American put options under exponential phase-type Lévy models. Stochastic Processes and Their Applications, 109(1), 79-111.
Asmussen, S., Avram, F. & Pistorius, M. R. (2002). Russian and American put options under exponential phase-type Lévy models. MaPhySto, University of Aarhus.
Asmussen, S., Foss, S. & Korshunov, D. (2003). Asymptotics for sums of random variables with local subexponential behaviour. Journal of Theoretical Probability, 16(2), 489-518. https://doi.org/10.1023/A:1023535030388
Asmussen, S. & Kroese, D. P. (2004). Improved Algorithms for Rare Event Simulation with Heavy Tails. MaPhySto, Aarhus Universitet.
Asmussen, S. & Møller, J. R. (2003). Risk comparison of premium rules: optimality and a life insurance study. Insurance: Mathematics and Economics, 32(3), 331-344.
Asmussen, S. & Pihlsgård, M. (2004). Performance analysis with truncated heavy-tailed distributions. MaPhySto, Aarhus Universitet.
Asmussen, S. & Pihlsgård, M. (2002). Transient properties of many-server queues and related QBD's. MaPhySto, Aarhus Universitet.
Asmussen, S. & Pihlsgård, M. (2004). Transient properties of many-server queues and related QBDs. Queueing Systems, 46(3-4), 249-270.
Asmussen, S. & Pihlsgård, M. (2005). Performance analysis with truncated heavy-tailed distributions. Methodology and Computing in Applied Probability, 7, 439-457.
Asmussen, S., Kroese, D. P. & Rubinstein, R. Y. (2005). Heavy tails, importance sampling and cross-entropy. Stochastic Models, 21, 57-76.
Asmussen, S., Frantz, P., Jobmann, M. & Schwefel, H. P. (2002). Large deviations and fast simulation in the presence of boundaries. Stochastic Processes and Their Applications, 102, 1-23.
Asmussen, S., Albrecher, H. & Kortschak, D. (2006). Tail asymptotics for sums of dependent risks. Extremes, 9, 107-130.
Asmussen, S., Sheahan, R., Lipsky, L. & Fiorini, P. M. (2006). On the completion time distribution for tasks that must restart from the beginning if failure occurs. Performance Evaluation Review, 34.
Asmussen, S. & Rojas-Nandayapa, L. (2006). Sums of Dependent Lognormal Random Variables: Asymptotics and Simulation. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.
Asmussen, S. (2004). Random variable. In J. Teugels & B. Sundt (Eds.), Encyclopedia of actuarial science (pp. 3). Wiley.